Empirical mode decomposition-based least squares support vector regression for foreign exchange rate forecasting

Economic Modelling

Volumn 29, Issue 6, 2012, Pages 2583-2590

  Lin, Chiun Sin ^a   Chiu, Sheng Hsiung ^b   Lin, Tzu Yu ^b  

^a KAINAN UNIVERSITY   (Taiwan)

^b NATIONAL CHIAO TUNG UNIVERSITY   (Taiwan)

Author keywords

Empirical mode decomposition; Foreign exchange rate forecasting; Intrinsic mode function; Least squares support vector regression

Indexed keywords

EID: 84865657988     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2012.07.018     Document Type: Article

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